1 Estimated Value Functions

1.1 Estimated Value Function Using Normalized IPW

Figure 1.1: Estimated value of regime using normalized IPW

1.2 Interpolating GP with Normalized IPW

Figure 1.2: Estimated value of regime using interpolating GP after an additional 25 sampled points

1.3 Homoskedastic GP with Normalized IPW

Figure 1.3: Estimated value of regime using homoskedastic GP after an additional 25 sampled points

1.4 Heteroskedstic GP Normalized IPW

Figure 1.4: Estimated value of regime using heteroskedastic GP after an additional 25 sampled points